Two is better than one: Regularized shrinkage of large minimum variance portfolio

14 February 2022

Papers citing "Two is better than one: Regularized shrinkage of large minimum variance portfolio"

2 / 2 papers shown

Title
Consistent Estimation of the High-Dimensional Efficient Frontier Taras Bodnar Nikolaus Hautsch Yarema Okhrin Nestor Parolya 39 0 0 23 Sep 2024
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications Taras Bodnar Nestor Parolya 26 0 0 23 Mar 2024